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  • KKR vs RF✓SelectedUSD · RFKKR vs RF performance historyLatest closeAs of-1.85%09/04
Stock and ETF performance explorer

KKR vs RF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,750.7%
RF return
+567.2%
Excess return
+1,183.5%
Maximum drawdown
-53.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRFExcessAlpha
1D-1.8%-0.1%-1.8%-1.8%
7D-0.9%+1.3%-2.2%-1.6%
30D+2.2%-3.6%+5.8%+4.1%
3M+13.1%+8.1%+5.0%+8.3%
6M+15.3%+11.5%+3.8%+8.6%
YTD-15.0%+15.6%-30.6%-21.5%
1Y-21.0%+15.7%-36.7%-26.9%
3Y+76.7%+86.9%-10.2%+27.3%
5Y+74.3%+89.8%-15.5%+23.7%
10Y+753.7%+344.7%+409.0%+254.6%
All+1,750.7%+567.2%+1,183.5%+441.5%

Cumulative growth

Daily Returns

Daily percentage return beside RF.

Daily Out/Under-Performance

Portfolio return minus RF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling